All NG

P&L Summary

Range Return Sharpe Win% Ave Ave+ Ave- Max- Underwater Days %
20 1 2.3 50 0 2 (1) (5) 0 90
60 0 0 37 0 4 (2) (17) (1) 95
120 1 1.2 41 0 5 (2) (17) (1) 92
250 1 0.9 44 0 5 (3) (18) (1) 96
500 2 2 50 0 5 (3) (35) (1) 94
760 3 2.4 51 1 5 (3) (35) (1) 94
1260 2 1.7 50 0 4 (3) (35) (1) 95
2520 2 1.9 52 0 4 (3) (35) (1) 95
All 2 1.8 51 0 4 (3) (37) (1) 95

P&L Month Table

Year 1 2 3 4 5 6 7 8 9 10 11 12 R Sharpe Win% Trades MaxLoss UW Max Ave
Avg 0.2 0.3 0.1 0 0.2 0 0.1 0.1 0 0.2 0.1 0.3 1.9 1.7 51.8 242.6 (0.2) (0.7) 0.1 0
2017 0.7 0.4 (0.4) (0.1) 0.1 0 0 0 0 0 0 0 0.7 1.9 41.4 84 (0.2) (0.5) 0.1 0
2016 0.1 1 0.1 0 (0.1) (0.2) 0.1 0.3 0 0.2 0.2 (0.2) 1.5 1.6 49.6 236 (0.2) (0.6) 0.1 0
2015 0.5 0.4 0.3 0.1 0.4 0.1 0.3 0.2 0.3 0.7 0.4 (0.1) 3.6 3 56.3 243 (0.4) (0.9) 0.1 0.1
2014 0 0.2 0 0 0 0 0.3 (0.2) 0 0.2 (0.2) 1.7 2 1.8 51.2 246 (0.2) (0.6) 0.1 0
2013 0.1 (0.2) (0.3) 0 0.2 0.5 0.2 0 0.1 0 (0.1) (0.3) 0.2 0.2 47 243 (0.2) (0.7) 0.1 0
2012 0.5 0.2 0.5 0.1 0.6 (0.2) (0.2) 0.3 (0.3) 0 0.3 0.2 2 1.8 54.9 245 (0.2) (0.8) 0.1 0
2011 0.1 0.2 (0.3) 0.1 0 0.2 0.2 0.1 0.3 0.1 0.1 0.6 1.7 2.2 57 250 (0.1) (0.5) 0.1 0.1
2010 0.3 0.1 0.5 0 (0.1) 0.2 (0.2) 0.7 0.1 0.3 (0.1) (0.3) 1.5 1.7 56.5 247 (0.2) (0.7) 0.1 0
2009 0.1 0.1 (0.1) (0.1) 0.4 0.1 0.5 0.8 0.1 (0.1) 0.2 0.3 2.3 1.9 54 242 (0.3) (0.6) 0.1 0
2008 (0.2) (0.1) 0 0 (0.1) (0.2) 1.2 0.7 0.5 0.8 0.1 1 3.7 3 51 243 (0.2) (0.5) 0.1 0
2007 (0.3) 0 (0.1) 0 0 0.2 0.3 1 (0.2) (0.1) 0.2 0 1 1.1 50.2 230 (0.1) (0.7) 0.1 0
2006 0.5 1 0.1 0.2 0.3 0 (0.4) 0.7 1.3 (0.2) (0.2) 1 4.3 3.1 53.6 227 (0.2) (0.6) 0.1 0
2005 (0.1) (0.1) (0.1) 0 0.2 0 (0.1) (0.5) 0 0.7 0.4 0.3 0.7 0.6 50.4 227 (0.4) (1) 0.1 0
2004 0.2 0.1 0 (0.2) (0.2) 0.2 (0.1) 0.5 0.4 (0.3) 0.7 0.8 2.1 2.1 51.4 235 (0.2) (0.7) 0.1 0
2003 0 (0.9) 0.7 0 0.1 (0.1) 0.2 0 (0.1) 0.4 0.1 0.1 0.5 0.7 47.6 236 (0.3) (1) 0.1 0
2002 0.5 0 0 (0.1) 0.6 0 0.1 0.7 0.3 0 0.1 (0.2) 2 2.3 51.2 211 (0.3) (0.4) 0.1 0
2001 0.5 0.2 (0.1) (0.1) 0.4 0.6 (0.2) 1.2 0.1 0 0.4 0.2 3.2 2.8 50.4 233 (0.3) (0.5) 0.1 0
2000 0 0.2 (0.1) (0.1) 0.4 0.1 0.3 (0.5) 0.2 0.2 (0.4) (0.2) 0.1 0.1 42.9 210 (0.2) (0.8) 0.1 0